It gives me a Configure button that takes me to the Desktop Search settings. There, everything is enabled and seems to be running fine. That screen shows "Desktop search services are active" and "File indexing service not running". Search in Dolphin works well.

KMail seems to be lying because recipient auto-completion seems to be working fine. Perhaps the best thing is just to hit the "x" button to make KMail not display this message any more. But it's strange.

i've got the same error message. Can you use the search function in KMail? On my system it's not working. Every search is finished within milisecondes without result. Is this fixed by deleting "soprano-virtuoso.trx"?
In my soprano-virtuoso.log i see: